Zopounidis, Constantin
Handbook of Financial Engineering
Part I. Portfolio Management and Trading
1. Portfolio Selection in the Presence of Multiple Criteria
Ralph E. Steuer, Yue Qi, Markus Hirschberger
2. Applications of Integer Programming to Financial Optimization
Hiroshi Konno, Rei Yamamoto
3. Computing Mean/Downside Risk Frontiers: The Role of Ellipticity
Antony D. Hall, Steve E. Satchell
4. Exchange Traded Funds: History, Trading, and Research
Laurent Deville
5. Genetic Programming and Financial Trading: How Much About “What We Know”
Shu-Heng Chen, Tzu-Wen Kuo, Kong-Mui Hoi
Part II. Risk Management
6. Interest Rate Models: A Review
Christos Ioannidis, Rong Hui Miao, Julian M. Williams
7. Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets
Gordon H. Dash Jr., Nina Kajiji
8. Estimating Parameters in a Pricing Model with State-Dependent Shocks
Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba
9. Controlling Currency Risk with Options or Forwards
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
Part III. Operations Research Methods in Financial Engineering
10. Asset Liability Management Techniques
Kyriaki Kosmidou, Constantin Zopounidis
11. Advanced Operations Research Techniques in Capital Budgeting
Pierre L. Kunsch
12. Financial Networks
Anna Nagurney
Part IV. Mergers, Acquisitions, and Credit Risk Ratings
13. The Choice of the Payment Method in Mergers and Acquisitions
Alain Chevalier, Etienne Redor
14. An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector
Fotios Pasiouras, Chrysovalantis Gaganis, Sailesh Tanna, Constantin Zopounidis
15. Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods
Dimitris Papageorgiou, Michael Doumpos, Constantin Zopounidis, Panos M. Pardalos
Keywords: Mathematics, Quantitative Finance, Optimization, Finance /Banking, Mathematical Modeling and Industrial Mathematics, Applications of Mathematics
- Author(s)
- Zopounidis, Constantin
- Pardalos, Panos M.
- Doumpos, Michael
- Publisher
- Springer
- Publication year
- 2008
- Language
- en
- Edition
- 1
- Series
- Springer Optimization and Its Applications
- Page amount
- 508 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780387766829